Did you try this?
My Documents pop Ups at Start Up
http://support.microsoft.com/kb/555294
SYMPTOMS
When you start your computer My Document appears at Start Up.
CAUSE
It happens if there is a registry change in the Userinit value.
RESOLUTION
1. Start>Run>Regedit>ok
2. Now navigate to the following key:
HKEY_ LOCAL_ MACHINE\SOFTWARE\Microsoft\Windows NT\
CurrentVersion\Winlogon
3. Look down the list in the Right Hand pane,scroll down to the
value Userinit This value should read:
C:\WINDOWS\system32\userinit.exe,
(The comma at the end must also be there)
4. If the value is different from that mentioned above then Right
Click on the Userinit value and, from the drop down menu, select
Modify. Type in the value C:\WINDOWS\system32\userinit.exe,in
the Modify dialogue box click OK
5. Exit the Registry. Restart your computer.
ju.c